Even back during the Depression, my grandmother cooked them for the family dog. ;)

That aside, there's an (in)famous Greek soup traditionally served on Easter called mayeritsa that uses the lungs and other offal that might interest you. I've never been able to bring myself to taste it let along cook it (vbg), but here's a link to get you started: http://www.ultimate-guide-to-greek-fo...

My old Italian friend used to get misty eyed when talking about making lung sausage. I never did find out the reason for his nostalgia; was it because it was tasty? was it memories of days gone by? I don't know.However it was pork lung he talked about - and it was mixed with ground pork. I'm gussing it was originally a solution of what actually to do with the lungs: make sausage, of course!